I get asked all the time. I figure because, since I am travelling SE Asia, and using Thailand as a base, I am usually booking one way tickets. And it isn't just Thailand that asks. Many SE Asian countries ask now. This year, I have been asked at check in for flights to Singapore, Thailand, Cambodia, Laos, and Vietnam.
no REAL need to go to the police station. As long as it is done at some point. But if it is a short stay, he could probably get away without doing one.
there are plenty of people who do just that, in order to start the visa process while they are here for 3 months etc. (Hell, I have been in SE Asia for a year. I couldn't do it from home if I was doing it). The first step is to have $$$ in an account. So you need an account.
This is why people do agents. It is getting harder to open that account on your own.
it used to be easier to open an account on a tourist visa or visa exempt. That is the issue. It is getting harder now to go that route. And each branch has their own rules. Now you almost have to either do it before arrival, or use an agent.